Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.559 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47616.06 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46221.1 Kr¶

PnL: ---------------------------------------> -667.47 Kr¶

DD now: ---------------------------------> -2.085 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 14:34:41.276503'

Anic Portfolio¶

Today¶

Return: -0.766 %¶

This Week¶

Return: -0.62 %¶

Total¶

Return: 55.883 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.360000 2800.000000 164.000000 6.220000 2636.000010
Beijer Electronics Group 26 -3.080000 3109.600000 138.600000 4.670000 2971.000006
Corem Property Group B 59 -1.490000 623.630000 46.630000 8.080000 576.999999
AcadeMedia 12 0.000000 602.400000 45.400000 8.150000 557.000004
MedCap 2 -0.430000 463.000000 42.000000 9.980000 421.000000
HMS Networks 2 -1.230000 708.400000 35.400000 5.260000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -2.040000 388.900000 33.900000 9.550000 355.000000
Resurs Holding 22 0.580000 607.200000 33.200000 5.780000 573.999998
Boozt 12 -0.280000 1683.600000 29.600000 1.790000 1653.999996
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
SAAB B 8 -0.070000 3400.800000 23.800000 0.700000 3377.000000
Norva24 Group 16 -0.340000 562.880000 19.880000 3.660000 543.000000
Intrum 4 -0.330000 544.600000 17.600000 3.340000 527.000000
Swedbank A 3 1.950000 579.600000 15.600000 2.770000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Securitas B 6 0.680000 583.920000 13.920000 2.440000 570.000000
OEM International B 7 -0.900000 539.700000 11.700000 2.220000 527.999997
Coor Service Management Hold. 8 -0.880000 542.000000 10.000000 1.880000 532.000000
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.000000 248.880000 2.880000 1.170000 246.000000
Handelsbanken A 5 0.050000 546.250000 0.250000 0.050000 546.000000
Nordea Bank Abp 29 0.240000 3452.160000 -1.840000 -0.050000 3453.999992
Creaspac SPAC 6 -0.620000 573.000000 -4.000000 -0.690000 577.000002
CTEK 13 -1.650000 527.800000 -6.200000 -1.160000 533.999999
Midsona B 63 0.110000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -1.560000 554.400000 -19.600000 -3.410000 574.000000
International Petroleum Corp. 5 -2.520000 560.500000 -34.070000 -5.730000 594.565215
Essity A 4 -1.770000 1112.000000 -37.000000 -3.220000 1149.000000
Sampo Oyj SDB 7 -1.180000 3797.500000 -52.500000 -1.360000 3850.000000
Vivesto 1368 -1.040000 545.830000 -67.170000 -10.960000 612.999432
Axfood 13 -1.600000 3602.300000 -153.700000 -4.090000 3756.000001
OX2 18 -1.310000 1421.100000 -242.900000 -14.600000 1663.999992
Fasadgruppen Group 35 1.500000 3549.000000 -262.000000 -6.870000 3810.999990
Ovzon 52 -2.500000 2839.200000 -522.800000 -15.550000 3361.999992
TOTAL 46221.100000 -667.470000 -2.08479% 46888.564618

Updated:¶

'2023-01-24 14:34:53.444962'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶